emoen / Machine-Learning-for-Asset-ManagersLinks
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
☆559Updated 5 months ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers
Users that are interested in Machine-Learning-for-Asset-Managers are comparing it to the libraries listed below
Sorting:
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆611Updated this week
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆722Updated 10 months ago
- ☆313Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆211Updated 4 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆446Updated last year
- Resources for Quantitative Finance☆758Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆965Updated last year
- Open sourced research notebooks by the QuantConnect team.☆622Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆385Updated last week
- Quantitative finance research tools in Python☆428Updated 2 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆594Updated last week
- Sources codes for: Mastering Python for Finance, Second Edition☆416Updated 2 months ago
- Advances in Financial Machine Learning☆785Updated 2 years ago
- Backtest and live trading in Python☆608Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆465Updated last year
- Quantitative Finance book☆680Updated 2 months ago
- Quantitative Finance tools☆552Updated 2 years ago
- Top training materials in quantitative finance☆420Updated 9 months ago
- SABR model Python implementation☆521Updated 3 years ago
- Recreate EP Chan algo trading book strategies☆407Updated 6 years ago
- Goldman Sachs - Quantitative Strategies Research Notes☆354Updated 4 years ago
- GPU-accelerated Factors analysis library and Backtester☆699Updated 2 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆364Updated 6 years ago
- Python Algorithmic Trading Cookbook, published by Packt☆481Updated 2 years ago
- experiments with pair trading☆305Updated 6 months ago
- A Python library for mathematical finance☆483Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆805Updated 2 years ago
- Performance analysis of predictive (alpha) stock factors☆442Updated last month
- A framework for quantitative finance In python.☆859Updated 2 years ago
- Portfolio and risk analytics in Python☆497Updated last month